On Stratonovich and Skorohod stochastic calculus for Gaussian processes (Q373592): Difference between revisions
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| Property / author: Samy Tindel / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H07 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / zbMATH DE Number: 6216119 / rank | |||
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Gaussian processes | |||
| Property / zbMATH Keywords: Gaussian processes / rank | |||
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rough paths | |||
| Property / zbMATH Keywords: rough paths / rank | |||
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Malliavin calculus | |||
| Property / zbMATH Keywords: Malliavin calculus / rank | |||
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Itô's formula | |||
| Property / zbMATH Keywords: Itô's formula / rank | |||
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Revision as of 10:03, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Stratonovich and Skorohod stochastic calculus for Gaussian processes |
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On Stratonovich and Skorohod stochastic calculus for Gaussian processes (English)
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17 October 2013
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Gaussian processes
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rough paths
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Malliavin calculus
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Itô's formula
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